| Indicateur | Edge (%) | Poids actuel | n | Source |
|---|---|---|---|---|
| volume_breakout | 1.699 | 0.78 | 23 | virtual |
| bollinger | 0.264 | 0.01 | 8 | virtual |
| macd | 0.189 | 0.13 | 80 | virtual |
| trend_follow | 0.031 | 0.08 | 95 | virtual |
| vwap | -0.174 | 0.01 | 9 | virtual |
| mean_reversion | -1.291 | 0.00 | 8 | virtual |
| Sens | Entrée | Sortie | PnL% | PnL USDT | Raison | Quand |
|---|---|---|---|---|---|---|
| SHORT | 210.9500 | 213.0414 | -0.99% | -58.38 | sl_hit | 08-11 21:04 |
| SHORT | 214.6800 | 216.9341 | -1.05% | -60.80 | sl_hit | 08-10 06:39 |
| LONG | 217.1100 | 214.7357 | -1.09% | -62.34 | sl_hit | 08-07 14:59 |
| SHORT | 206.0100 | 208.3701 | -1.15% | -62.91 | sl_hit | 08-01 22:04 |
| SHORT | 209.2700 | 206.9200 | 1.12% | 36.24 | tp_trail | 07-29 21:59 |
| SHORT | 214.0200 | 213.8400 | 0.08% | -0.86 | tp_trail | 07-28 15:29 |
| LONG | 219.0900 | 215.3571 | -1.70% | -61.81 | sl_hit | 07-27 14:34 |
| LONG | 212.9500 | 216.6500 | 1.74% | 82.20 | tp_trail | 07-26 20:19 |
| SHORT | 210.5400 | 209.8000 | 0.35% | 7.02 | time_stop | 07-25 19:14 |
| SHORT | 217.1800 | 210.6600 | 3.00% | 152.78 | tp_hit | 07-20 05:04 |
| SHORT | 214.9100 | 219.3015 | -2.04% | -57.09 | sl_hit | 07-17 17:54 |
| SHORT | 221.8300 | 214.9100 | 3.12% | 60.99 | tp_hit | 07-17 15:34 |
| LONG | 240.8700 | 236.2771 | -1.91% | -58.55 | sl_hit | 07-14 19:09 |
| LONG | 248.9700 | 248.0300 | -0.38% | -14.54 | tp_trail | 07-10 17:29 |
| LONG | 232.8500 | 235.5800 | 1.17% | 35.20 | tp_trail | 07-05 12:09 |
| LONG | 232.4700 | 232.0300 | -0.19% | -8.93 | corr_derisk | 07-04 17:54 |
| LONG | 229.4200 | 227.7400 | -0.73% | -19.30 | corr_derisk | 07-03 18:29 |
| LONG | 222.0900 | 229.4200 | 3.30% | 63.37 | tp_hit | 07-03 15:04 |
| LONG | 211.6600 | 210.0600 | -0.76% | -15.21 | tp_trail | 07-01 23:34 |
| SHORT | 190.6400 | 194.1970 | -1.87% | -58.97 | sl_hit | 06-29 03:29 |
| SHORT | 195.3200 | 198.2271 | -1.49% | -60.05 | sl_hit | 06-22 01:24 |
| SHORT | 199.2000 | 193.1200 | 3.05% | 53.00 | tp_hit | 06-19 09:14 |
| SHORT | 218.8100 | 218.8500 | -0.02% | -1.80 | tp_trail | 06-16 18:09 |
| SHORT | 203.2900 | 200.5900 | 1.33% | 36.82 | tp_trail | 06-14 21:04 |
| SHORT | 200.0900 | 195.8500 | 2.12% | 32.81 | tp_trail | 06-11 00:24 |
| SHORT | 193.9100 | 199.8584 | -3.07% | -56.40 | sl_hit | 06-10 13:44 |
| SHORT | 205.4500 | 199.1900 | 3.05% | 55.83 | tp_hit | 06-10 08:04 |
| SHORT | 206.9100 | 205.4500 | 0.71% | 5.57 | tp_trail | 06-09 17:39 |
| SHORT | 208.6800 | 218.7200 | -4.81% | -46.43 | circuit_breaker | 06-06 06:49 |
| SHORT | 206.8700 | 208.6800 | -0.87% | -9.05 | circuit_breaker | 06-06 05:44 |
| SHORT | 207.1200 | 206.8700 | 0.12% | 0.38 | circuit_breaker | 06-06 05:39 |
| SHORT | 211.8000 | 207.1200 | 2.21% | 17.04 | circuit_breaker | 06-06 05:34 |
| SHORT | 223.5200 | 213.0200 | 4.70% | 49.94 | tp_hit | 06-05 16:09 |
| SHORT | 231.0200 | 219.9200 | 4.80% | 68.62 | tp_hit | 06-05 07:19 |
| SHORT | 235.2000 | 247.2173 | -5.11% | -54.83 | sl_hit | 06-04 03:34 |
| SHORT | 246.3200 | 235.2000 | 4.51% | 38.75 | tp_hit | 06-04 01:34 |
| SHORT | 269.5000 | 246.3200 | 8.60% | 112.67 | tp_hit | 06-03 03:44 |
| SHORT | 283.0800 | 269.5000 | 4.80% | 92.91 | tp_hit | 06-02 23:09 |
| SHORT | 283.9500 | 292.1028 | -2.87% | -53.69 | sl_hit | 06-01 20:24 |
| SHORT | 297.8300 | 283.9500 | 4.66% | 163.21 | tp_hit | 06-01 10:39 |
| SHORT | 298.9600 | 302.5215 | -1.19% | -54.70 | sl_hit | 05-31 22:04 |
| SHORT | 299.0400 | 298.9600 | 0.03% | -2.29 | circuit_breaker | 05-31 14:29 |
| SHORT | 306.8300 | 299.0400 | 2.54% | 137.62 | circuit_breaker | 05-31 14:24 |
| LONG | 307.4800 | 299.7200 | -2.52% | -61.67 | circuit_breaker | 05-30 04:24 |
| Quand | Niv. | Paramètre | Ancien | Nouveau | Statut | Raison |
|---|---|---|---|---|---|---|
| 08-08 05:00 | L2 | weights | "{\"macd\": 0.137, \"vwap\": 0.007, \"bollinger\": 0.005, \"trend_follow\": 0.098, \"mean_reversion\": 0.005, \"volume_breakout\": 0.747}" | "{\"mean_reversion\": 0.004, \"macd\": 0.13, \"volume_breakout\": 0.779, \"bollinger\": 0.005, \"vwap\": 0.005, \"trend_follow\": 0.076}" | applied | auto-fitness (virtual, α=0.25) |
| 08-05 05:00 | L2 | weights | "{\"macd\": 0.136, \"vwap\": 0.01, \"bollinger\": 0.007, \"trend_follow\": 0.125, \"mean_reversion\": 0.007, \"volume_breakout\": 0.715}" | "{\"mean_reversion\": 0.005, \"macd\": 0.137, \"volume_breakout\": 0.747, \"bollinger\": 0.005, \"vwap\": 0.007, \"trend_follow\": 0.098}" | applied | auto-fitness (virtual, α=0.25) |
| 08-04 05:00 | L2 | weights | "{\"macd\": 0.135, \"vwap\": 0.013, \"bollinger\": 0.009, \"trend_follow\": 0.161, \"mean_reversion\": 0.009, \"volume_breakout\": 0.672}" | "{\"mean_reversion\": 0.007, \"macd\": 0.136, \"volume_breakout\": 0.715, \"bollinger\": 0.007, \"vwap\": 0.01, \"trend_follow\": 0.125}" | applied | auto-fitness (virtual, α=0.25) |
| 07-30 05:00 | L2 | weights | "{\"macd\": 0.121, \"vwap\": 0.017, \"bollinger\": 0.013, \"trend_follow\": 0.191, \"mean_reversion\": 0.013, \"volume_breakout\": 0.646}" | "{\"mean_reversion\": 0.009, \"macd\": 0.135, \"volume_breakout\": 0.672, \"bollinger\": 0.009, \"vwap\": 0.013, \"trend_follow\": 0.161}" | applied | auto-fitness (virtual, α=0.25) |
| 07-29 22:06 | L1 | trail_arm_pct | 1.5 | 1 | applied | 3/5 gagnants mais R moyen 0.74<1 → trailing armé plus tôt |
| 07-25 09:53 | L2 | weights | "{\"macd\": 0.099, \"vwap\": 0.017, \"bollinger\": 0.017, \"trend_follow\": 0.224, \"mean_reversion\": 0.017, \"volume_breakout\": 0.627}" | "{\"mean_reversion\": 0.013, \"macd\": 0.121, \"volume_breakout\": 0.646, \"bollinger\": 0.013, \"vwap\": 0.017, \"trend_follow\": 0.191}" | applied | auto-fitness (virtual, α=0.25) |
| 07-01 23:36 | L1 | min_conviction | 15 | 25 | applied | 1/5 gagnants → entrées faibles, seuil de conviction relevé |
| 06-16 05:00 | L2 | weights | "{\"macd\": 0.068, \"vwap\": 0.02, \"bollinger\": 0.02, \"trend_follow\": 0.245, \"mean_reversion\": 0.02, \"volume_breakout\": 0.629}" | "{\"mean_reversion\": 0.017, \"macd\": 0.099, \"volume_breakout\": 0.627, \"bollinger\": 0.017, \"vwap\": 0.017, \"trend_follow\": 0.224}" | applied | auto-fitness (virtual, α=0.15) |